Indeed, if you look at the session file in "~/.x2goclient/sessions" which contains all the configuration of the session of x2goclient application you will see all the descriptions of each session.  

Which looks like this for each session:

[20150220100323537]

speed=2

pack=16m-jpeg

quality=3

fstunnel=true

export="/home/user/Bureau/MountDistantX2goPc:1;"

iconvto=UTF-8

iconvfrom=ISO8859-1

useiconv=false

fullscreen=false

multidisp=false

display=1

maxdim=false

rdpclient=rdesktop

directrdpsettings=

width=800

height=600

dpi=96

setdpi=true

xinerama=false

clipboard=both

usekbd=true

type=auto

sound=true

soundsystem=pulse

startsoundsystem=true

soundtunnel=true

defsndport=true

sndport=4713

print=true

name=username

icon=:icons/128x128/x2gosession.png

host=localhost

user=userTest

key=

rdpport=3389

sshport=2222

autologin=false

krblogin=false

krbdelegation=false

directrdp=false

rootless=false

published=false

applications=WWWBROWSER, MAILCLIENT, OFFICE, TERMINAL

command=SHADOW

rdpoptions=

rdpserver=

xdmcpserver=localhost

The part which interest me is the bold part. 

Indeed, it works when i'm using this conf file with x2go client. 

And when i'm using x2goplugin with this configuration it doesn't work. I take a look at the network traffic and it seems that x2goplugin doesn't look at the bold part (the ssh proxy).

This is why I think that x2goplugin doesn't work with ssh proxy.